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Bejelentkezés
A Tudóstér funkcióinak nagy része bejelentkezés nélkül is elérhető. Bejelentkezésre az alábbi műveletekhez van szükség:
Barczy, M.,
Páles, Z.:
Limit Theorems for Deviation Means of Independent and Identically Distributed Random Variables.
J. Theor. Probab. 36 (3), 1626-1666, 2023.
Barczy, M.,
Burai, P.:
Limit theorems for Bajraktarevic and Cauchy quotient means of independent identically distributed random variables.
Aequ. Math. 96 (2), 279-305, 2021.
Barczy, M.,
Dudás, Á.,
Gáll, J.:
On approximations of value at risk and expected shortfall involving kurtosis.
Commun. Stat.-Simul. Comput. 52 (3), 770-794, 2021.
Barczy, M.,
Nyul, B.,
Pap, G.:
Least-Squares Estimation for the Subcritical Heston Model Based on Continuous-Time Observations.
J Stat Theory Pract. 13 (1), 1-22, 2018.
Barczy, M.,
Nedényi, F.,
Pap, G.:
Iterated limits for aggregation of randomized INAR(1) processes with Poisson innovations.
J. Math. Anal. Appl. 451 (1), 524-543, 2017.
Barczy, M.,
Kern, P.:
A link between Bougerol's identity and a formula due to Donati-Martin, Matsumoto and Yor.
In: Séminaire de Probabilités. Eds.: Catherine Donati-Martin, Antoine Lejay, Alain Rouault, Springer, Cham, 179-188, 2016, (Lecture Notes in Mathematics, ISSN 0075-8434 ; 2169.) ISBN: 9783319444642
Barczy, M.,
Li, Z.,
Pap, G.:
Moment Formulas for Multitype Continuous State and Continuous Time Branching Process with Immigration.
J. Theor. Probab. 29 (3), 958-995, 2016.
Barczy, M.,
Pap, G.,
T. Szabó, T.:
Parameter estimation for the subcritical Heston model based on discrete time observations.
Acta Sci. Math. 82 (1-2), 313-338, 2016.
Barczy, M.,
Körmendi, K.,
Pap, G.:
Statistical inference for critical continuous state and continuous time branching processes with immigration.
Metrika. 79 (7), 789-816, 2016.
Barczy, M.,
Nagy, Á.,
Noszály, C.,
Vincze, C.:
A Robbins-Monro-type algorithm for computing global minimizer of generalized conic functions.
Optimization. 64 (9), 1999-2020, 2015.
Barczy, M.,
Ispány, M.,
Pap, G.:
Asymptotic behavior of conditional least squares estimators for unstable integer-valued autoregressive models of order 2.
Scand. J. Stat. 41 (4), 866-892, 2014.
Barczy, M.,
Doering, L.,
Li, Z.,
Pap, G.:
Parameter estimation for a subcritical affine two factor model.
J. Stat. Plann. Inference. 151-152, 37-59, 2014.
Barczy, M.,
Kern, P.:
Sample path deviations of the Wiener and the Ornstein-Uhlenbeck process from its bridges.
Braz. J. Probab. Stat. 27 (4), 437-466, 2013.
Iglói, E.,
Barczy, M.:
Path properties of dilatively stable processes and singularity of their distributions.
Stoch. Anal. Appl. 30 (5), 831-848, 2012.
